Lalita Ben, 47, who was in the bus that came under attack, was taken to Sher-e-Kashmir Institute of Medical Sciences or SKIMS in Srinagar, where she died of injuries, a police officer said.
The bus that was fired on was registered in Gujarat. Police sources said that it had violated the rules of the pilgrimage which bans buses from travelling on a highway after 7 pm for security reasons.
The bus was also reportedly not part of the official tour for the yatra which means that it was not given the customary police protection.
The Jammu and Kashmir Police have said the attack was carried out by terrorist group Lashkar-e-Taiba. The police have constituted a Special Investigation Team or SIT to probe the terror attack. The SIT is headed by Swayam Paraksh Pani, Deputy Inspector General of Police South Kashmir.
Unprecedented protests had also erupted in Kashmir valley against the terror attack. Anger poured on the streets as civil society groups and traders came together to denounce the attack and demanded stern action against the killers.
Jammu and Kashmir Chief Minister Mehbooba Mufti, seeing the public anger against the attack, had said nobody can kill Kashmiriyat.
"It's good to see that people of Jammu and Kashmir are together. When the incident took place, the people of Kashmir went to give blood. This was a direct attack on our brotherhood. Nobody could kill Kashmiriyat, I salute our Kashmir people," Ms Mufti had said.